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Interbank Swap

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Date Volume (USD mil)
Overnight 1 wk 2 wk 1 mth 2 mth 3 mth 6 mth 9 mth 12 mth >1 year
3 Apr 2017 1,375.91 0.20 65.48 103.42 290.75 90.30 0.00 0.00 0.00 0.25
4 Apr 2017 1,736.12 350.00 300.33 2.83 298.92 265.00 150.00 102.00 35.00 0.00
5 Apr 2017 2,288.85 652.54 11.74 182.79 55.15 402.00 106.00 150.00 70.00 60.00
6 Apr 2017 1,382.73 30.00 120.00 282.26 30.00 0.00 4.00 0.00 0.00 0.00
7 Apr 2017 1,684.67 550.00 0.55 30.00 390.00 51.30 55.00 0.00 30.00 0.00
10 Apr 2017 1,144.92 505.47 235.00 55.00 0.05 0.00 3.62 0.00 30.00 0.00
11 Apr 2017 1,448.25 295.11 160.27 1.35 665.00 346.07 71.00 20.00 0.00 70.00
12 Apr 2017 1,734.19 1.50 0.43 155.89 1.05 161.82 104.80 0.00 20.00 0.00
13 Apr 2017 1,393.70 120.43 40.01 0.00 50.11 207.00 100.00 0.00 45.00 0.00
14 Apr 2017 607.67 105.05 16.50 202.35 14.96 232.37 21.21 0.00 50.00 0.00
17 Apr 2017 1,730.48 420.05 108.02 57.90 460.00 475.00 30.00 0.00 0.00 0.00
18 Apr 2017 1,636.10 412.68 160.43 3.48 312.79 130.05 31.30 40.00 15.00 30.00
19 Apr 2017 1,654.41 194.19 151.00 0.03 7.53 80.00 1.00 0.00 25.00 0.00
20 Apr 2017 1,650.07 183.62 325.56 14.64 236.04 241.63 7.37 0.00 107.50 0.00
21 Apr 2017 1,387.50 0.00 198.32 30.53 0.53 120.00 111.50 0.00 25.00 0.00
25 Apr 2017 1,848.60 416.62 22.26 31.91 0.64 121.60 2.00 0.00 10.00 0.00
26 Apr 2017 1,812.83 261.03 3.53 29.70 90.75 140.15 5.00 0.00 60.00 9.00
27 Apr 2017 1,619.60 0.00 20.06 49.01 195.33 340.20 30.00 0.00 7.00 0.00
28 Apr 2017 744.02 1.82 1.50 94.35 74.00 380.15 36.20 95.00 0.00 50.00